Editorial - Spring School Mons Random differential equations and gaussian fields
Eigenvalue expansions for Brownian motion with an application to occupation times.
Eigenvalues of the Laguerre process as non-colliding squared Bessel processes.
Elementary stochastic calculus for finance with infinitesimals
The concept of an equivalent martingale measure is of key importance for pricing of financial derivative contracts. The goal of the paper is to apply infinitesimals in the non-standard analysis set-up to provide an elementary construction of the equivalent martingale measure built on hyperfinite binomial trees with infinitesimal time steps.
Embeddings in brownian motion
Entropy estimate for -monotone functions via small ball probability of integrated Brownian motions.
Equality cases in the symmetrization inequalities for Brownian transition functions and Dirichlet heat kernels.
Equation (1) et mélanges de lois normales
Equidistant sampling for the maximum of a Brownian motion with drift on a finite horizon.
Erratum to “The supremum of brownian local times on Hölder curves”
Escaping the Brownian stalkers.
Estimates of random walk exit probabilities and application to loop-erased random walk.
Estimates of the Hausdorff dimension of the boundary of positive brownian sheet components
Estimator of variance of Wiener process based on its integral
Étude asymptotique du temps passé par le mouvement brownien dans un cône
Étude de certains processus (stochastiquement) différentiables ou holomorphes
Étude des extrêmes d'une suite stationnaire m-dépendante avec une application relative aux accroissements du processus de Wiener
Étude probabiliste de l'opérateur de Schrödinger
Exact asymptotics for boundary crossing probabilities of Brownian motion with piecewise linear trend.
Exact rates of convergence to the local times of symmetric Lévy processes